+572.5%
SNPS vs LYB
+48.3%
+524.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -3.6% | +2.5% | -6.1% | -4.3% |
| 3M | -12.9% | +1.4% | -14.3% | -13.6% |
| 6M | -8.2% | -3.5% | -4.7% | -9.3% |
| YTD | -15.4% | +52.0% | -67.4% | -26.5% |
| 1Y | -9.3% | +22.1% | -31.3% | -16.7% |
| 3Y | -14.0% | -22.8% | +8.8% | -12.1% |
| 5Y | +19.5% | -3.4% | +22.9% | +13.8% |
| All | +572.5% | +48.3% | +524.2% | +422.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LYB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling